scalar m=4
group gr_y invch invge invgm invus
matrix syy = @cov( @convert(gr_y) )

' gr_res ... group of SUR residulas:
' 1) Estimate system with SUR
' 2) Proc -> Make residuals
' 3) Name: gr_res
matrix sig_ols = @cov( @convert(gr_res) )

matrix sig_p = @inverse(sig_ols)*syy

scalar htr = @trace(sig_p)    ' trace(sig_p) = sum_i sig_p(i,i)
scalar r2 = 1 - m / htr